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V-Lab

Ichitan Group Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.62% (+4.38%)
Analysis last updated: Tuesday, February 10, 2026 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ichitan Group Pcl SGARCH
paramt-stat
ω1.79463.07
α0.08453.57
β0.68659.93
γ11.98642.71
γ2-2.9772-2.94
γ31.81663.05
γ4-1.2637-1.71
γ50.86721.08
γ6-1.5111-2.52
γ72.24165.09
γ8-1.9877-5.40
γ91.50593.93
γ10-1.8611-3.33
Estimation Period:
Apr 21, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts